商品期权：碳酸锂期权隐含波动率持续走低，叠加供强需弱，过剩较为明确

PCR PCR PCR PCR IV IV 20HV20 110IV/90IV 110IV/90IV HV 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 603093 6/13/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 18.23% -0.14% 13.34% 0.01% 73.96% -11.03% 4.89% -0.01% 8.79% -0.19% 5.82% 0.00% 67.08% -0. 60% 2.97% 0.00% 17.60% 0.79% 15.92% 0.01% 83.90% -12.67% 1.68% 0.00% 15.71% 0.23% 20.42% 0.00% 80.75% -6.78% -4.71% 0.00% 17.94% -0.84% 20.11% 0.00% 105.08% -2. 26% -2.17% -0.01% 8.19% -0.42% 9.64% 0.02% 76.71% -0. 97% -1.45% -0.03% 12.67% 0.28% 11.56% 0.00% 76.22% -0. 11% 1.11% 0.00% 20.79% 0.0 1% 19.53% 0.03% 103.86% 9.84% 1.26% -0.03% 18.14% -0.75% 24.44% 0.00% 84.79% 1.0 1% -6.30% -0.01% 14.93% 0.0 4% 15.04% 0.00% 82.30% 12.32% -0.11% 0.00% 14.10% -0.85% 10.36% 0.01% 105.63% -3. 18% 3.74% -0.02% 304667 149533 896081 43492 0.60 0 .05 0.54 -0.01 13899 42 72 24535 2770 0.63 0.33 0.35 0.10 14301 23 95 20269 282 1.15 0.39 0.56 0.01 32371 117 93 106623 6437 0.49 -0.20 0.81 -0.03 34721 -102212 55796 1444 0.55 -0.24 1.07 0.01 70770 191 85 273528 16891 0.68 -0.14 0.79 -0.04 115639 -1 182 290346 13122 0.63 -0.12 0.40 0.00 165990 100 79 221767 20907 0.82 0 .06 0.48 0.02 106466 37312 139103 10755 0.40 -0 .07 0.55 -0.01 196723 163 56 403233 19631 0.63 0 .03 0.62 -0.03 42716 -2 5045 64335 5742 0.56 -0 .05 0.54 0.00 3417 -68 -1.61% -1.50% 1543972 456559 2035860 47726 4625 -22 -0.52% -0.52% 85630 23 341 68445 -2448 3945 -79 -1.47% -1.28% 130443 37456 89161 6800 7912 -30 0.08% 0.05% 528184 111737 692769 1331 8495 -130 -0.96% -1.59% 642880 114670 320678 8959 2484 -8 -0.24% -0.36% 415281 110126 679702 6650 6164 -23 -0.44% -0.13% 312593 15 713 359968 1347 2660 -87 -2.71% -2.42% 1072379 241041 955530 56510 7716 -12 0.49% -0.13% 857848 201814 542808 12523 14760 -235 -1.83% -2.00% 504180 236135 593826 21418 8944 -138 -2.59% -2.39% 148911 -137963 117121 13051 14.87% -1.33% 20.28% 0.00% 69.62% 3.12% -5.41% -0.01% 31.66% -2.64% 51.75% 0.00% 92.84% -2.32% -20.09% -0.03% 17.14% -1.13% 29.09% 0.00% 71.05% -1.11% -11.95% -0.01% 14.71% -1.07% 18.78% 0.00% 67.20% -3.31% -4.07% -0.01% 17.52% -0.26% 24.98% 0.00% 73.01% 1.21% -7.46% 0.00% 28.36% -0.28% 22.08% - 0.01% 96.68% 0.98% 6.28% 0.00% 23.64% 0.42% 34.65% 0.03% 101.68% 6.43% -11.01% -0.02% PCR PCR PCR PCR 68493 19985 96113 3092 0.68 -0.06 0.92 0.01 521836 311998 347663 50239 0.62 -0.34 0.81 -0.08 140291 30862 130191 9790 0.98 -0.25 1.05 -0.02 95791 7537 113326 4543 0.81 0.04 0.90 -0.05 94178 32005 61084 5292 0.86 -0.47 1.15 0.00 67661 2976 98218 12265 0.27 -0.19 0.29 -0.02 71650 17013 125425 14267 0.41 0.03 0.37 -0.02 IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA - - - - 0.00% -9.37% 0.01% 0.00% -15.02% -17.41% PVC - - - -22.20% 0.00% 0.02% - -18.80% - 0.05% .00% 0.00% -0.01% -0.03% -0.01% .00% .00% -0.01% -0.01% .02% -0.01% 0.00% -0.01% 0.74% % -3.67 81.42% 0.00% 11.74% 1.29% 12.48% -2.38% 110.94% 0.00% 27.44% 0.05% 25.06% -0.70% -13.36% 63.42% 0.00% 10.11% 1.34% 9.41% -0 -2.61% % 4.29 76.91% 20.58% 0.31% 17.97% 1.30% % 4.04 85.53% 11.34% 0.21% 12.64% -1.25% % -1.75 88.80% 0.00% 12.33% 0.76% 11.08% 0 -0.18% 83.32% 0.00% 11.66% 0.44% 11.48% 0 -6.37% % 1.99 101.46% 0.00% 22.97% -0.01% 16.60% 0.76% 74.90% 15.67% 0.49% 16.43% -4.79% 91.40% 27.22% 1.43% 22.43% 0.73% % -3.64 57.26% 0.00% 10.89% 1.28% 11.62% -0.56% 95.73% 24.85% 0.13% 24.29% 0 -6.98% % 7.85 98.44% 0.00% 43.60% 0.52% 36.62% -1.26% % -3.38 85.16% 0.00% 23.53% 5.06% 22.27% PCR PCR PCR PCR 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 548.44 0.4 0.18% -0.25% 172406 57898 166473 -1492 7744 -18 0.17% -0.15% 1828905 847835 389584 1206 80000 120 0.39% 0.65% 115253 15501 176197 -389 20645 -155 -0.84% -0.27% 148462 10149 132551 -7868 23695 140 0.72% 1.46% 140979 23933 56877 -5415 97800 -650 1.14% 0.93% 125979 -17763 131634 -8367 12160 -20 0.12% 0.00% 220445 -52262 201499 -1615 30869 -45174 20677 3262 1.13 0.09 0.72 0.20 139576 -171451 291076 13567 0.98 0.07 1.31 -0.15 LPG 11717 -1370 19012 1018 0.15 -0.07 0.40 -0 .01 PTA 172610 -56256 351108 14851 0.64 0.17 0.91 0.04 114982 2191 102130 3313 0.31 0.04 0.59 -0 .02 118893 -38394 208134 12917 0.78 -0.05 1.03 -0 .03 PVC 77725 -533 235713 8000 0.21 -0.08 0.41 0.00 14265 972 52180 1145 0.57 0.21 0.70 0. 01 13192 1136 42413 -744 0.32 -0.15 0.55 0.03 27373 -2159 95165 3182 0.55 -0.05 0.55 0. 01 58340 2970 34205 6634 1.01 0.41 1.18 0.12 25234 -4547 42138 2647 0.74 0.08 0.98 0.04 12512 254 36480 522 0.56 -0.12 1.18 -0.04 19142 3305 36837 1062 0.89 0.00 0.72 0.03 南华期货 604.5 -0.8 0.57% -0.76% 82978 4423 21849 -2 579 2147 -28 -1.15% -0.51% 1181132 157959 708742 23350 LPG 4493 -78 -1.19% -2.81% 161972 -2569 92097 96 2 PTA 5946 -16 -0.17% -0.78% 446009 60012 804575 -4 813 15485 -320 -0.71% -0.99% 614052 55243 226091 -11 045 2532 -28 -0.82% -0.94% 704732 202085 752710 -14307 PVC 6202 -40 -0.37% 0.01% 1096489 -5325 829526 -5 723 8594 -19 0.28% -0.26% 307830 16200 446200 -6 668 7712 -23 0.16% -0.34% 284835 14991 397674 -4 440 4533 -34 0.00% -0.04% 218853 41187 320433 -4 106 9426 -184 -1.25% -2.48% 301301 5848 2